-85.6%
MSTU vs FSLY
+179.0%
-264.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.7% | -2.6% |
| 7D | +21.3% | -10.6% | +32.0% | +24.9% |
| 30D | +90.8% | -20.9% | +111.7% | +98.9% |
| 3M | -6.8% | +3.4% | -10.2% | -8.6% |
| 6M | -39.8% | +2.7% | -42.6% | -45.5% |
| YTD | -55.7% | +102.3% | -157.9% | -68.2% |
| 1Y | -92.7% | +182.1% | -274.7% | -95.7% |
| All | -85.6% | +179.0% | -264.6% | -90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FSLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling